Sandra, I highly recommend Dickenson Bay. It has everything you are looking for and is a beautiful stretch of white sand. It will cost about $10 to get there by taxi from the pier. Negotiate with your driver to pick you up at a predesignated time to return you to the ship and you can usually get a deal. Jolly Beach is also nice, but it is further away and costs about $25 by taxi (one-way).
Enjoy -
Nancy